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Newedge CTA Index up 0.93% (-1.36% YTD)

Friday, October 14, 2011
Opalesque Industry Update - Newedge, a global leader in multi-asset brokerage and clearing, today posted the monthly performance data for its suite of Hedge Fund indices.

Index September 2011 YTD Newedge CTA Index

0.93%

-1.36%

Newedge CTA Trend Sub-Index

-0.95%

-4.23%

Newedge Trend Indicator

0.30%

3.93%

Newedge AlternativeEdge Short-Term Traders Index

-0.03%

-2.04%

Newedge Macro Trading Index

0.35%

-0.87%

Newedge Macro Trading Index (Quantitative)

0.18%

-2.82%

Newedge Macro Trading Index (Discretionary)

0.49%

0.22%

Newedge Commodity Trading Index

-3.69%

-4.78%

Newedge Commodity Trading Index (Trading)

-3.16%

-2.70%

Newedge Commodity Trading Index (Equity)

-7.13%

-15.41%


The Newedge CTA Index’s top performers for the month of September included:

· NuWave Investment Mgmt. (Combined 2X): est. +7.58 percent
· Brummer & Partners (Lynx): est. +4.80 percent
· Quantitative Investment Mgmt. (Global): est. +4.51 percent

The STTI’s top performers for the month of September included:

· Conquest Capital (Macro Fund): est. +11.33 percent
· Rotella Capital (Orion): est. +5.86 percent
· Quantitative Investment Mgmt. (Global): est. +4.51 percent


www.newedge.com

BG

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